+56.4%
PNC vs VSXY
+37.7%
+18.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.4% |
| 7D | -0.7% | -10.7% | +10.0% | +0.7% |
| 30D | -4.4% | -24.3% | +19.9% | -0.8% |
| 3M | +4.5% | +1.0% | +3.5% | +3.6% |
| 6M | +19.1% | +57.4% | -38.3% | +7.9% |
| YTD | +18.0% | +39.8% | -21.8% | +8.5% |
| 1Y | +24.1% | +196.5% | -172.4% | -0.4% |
| 3Y | +130.0% | +357.2% | -227.2% | +57.7% |
| 5Y | +50.4% | +18.9% | +31.5% | +24.5% |
| All | +56.4% | +37.7% | +18.7% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling